Publication:3706262

From MaRDI portal


zbMath0583.60052MaRDI QIDQ3706262

Hans-Jürgen Engelbert, Wolfgang M. Schmidt

Publication date: 1985



60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J55: Local time and additive functionals


Related Items

A note on 𝐿₂-estimates for stable integrals with drift, Multidimensional stochastic differential equations with distributional drift, On one-dimensional stochastic differential equations driven by stable processes, Distribution of the time to explosion for one-dimensional diffusions, Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions, Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process, On stochastic equations with measurable coefficients driven by symmetric stable processes, On some functional inequalities for skew Brownian motion, Stochastic differential equations with singular drift, On a class of optimal stopping problems for diffusions with discontinuous coefficients, On solutions of stochastic differential equations with drift, Zero noise limit of a stochastic differential equation involving a local time, Stability problems for Cantor stochastic differential equations, Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero, On stochastic differential equations driven by a Cauchy process and other stable Lévy motions, The Euler scheme with irregular coefficients, A selective overview of nonparametric methods in financial econometrics, Two Brownian particles with rank-based characteristics and skew-elastic collisions, On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes, On the uniqueness of classical solutions of Cauchy problems